Summary
STOXX industry neutral single and multi-factor indices aim to harvest the risk premia of several academically validated style factors - Value, Momentum, Quality, Size and Low Risk within each ICB industry. At the same time the rules ensure tradability and diversification as well as limit untargeted systematic exposures.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SAXPNLRV
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0462360683
Last Value
218.7
+0.42 (+0.19%)
As of CET
Week to Week Change
-0.49%
52 Week Change
11.39%
Year to Date Change
-0.10%
Daily Low
218.33
Daily High
219.26
52 Week Low
187.4199 — 15 Mar 2023
52 Week High
224.07 — 12 Jan 2024
Top 10 Components
| BAE SYSTEMS | GB |
| SAP | DE |
| WOLTERS KLUWER | NL |
| LONDON STOCK EXCHANGE | GB |
| DEUTSCHE BOERSE | DE |
| NOVARTIS | CH |
| ZURICH INSURANCE GROUP | CH |
| AIR LIQUIDE | FR |
| THALES | FR |
| NESTLE | CH |
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Low
High
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